+21.5%
SWKS vs AR
-4.3%
+25.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -2.4% |
| 7D | -4.9% | -11.1% | +6.2% | -4.2% |
| 30D | -1.2% | +7.9% | -9.1% | -1.3% |
| 3M | +24.2% | +4.9% | +19.3% | +25.9% |
| 6M | +21.5% | -5.3% | +26.8% | +34.4% |
| All | +21.5% | -4.3% | +25.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling